A short note on compact embeddings of reproducing kernel Hilbert spaces in L² for infinite-variate function approximation

arXiv2206.07432MaRDI QIDQ6402161FDOQ6402161

Authors: M. Wnuk 

Publication date: 15 June 2022

Abstract: This note consists of two largely independent parts. In the first part we give conditions on the kernel $k:OmegaimesOmegaightarrowmathbbR$ of a reproducing kernel Hilbert space $H$ continuously embedded via the identity mapping into $L^2(Omega,mu),$ which are equivalent to the fact that $H$ is even compactly embedded into $L^2(Omega,mu).$ In the second part we consider a scenario from infinite-variate $L^2$-approximation. Suppose that the embedding of a reproducing kernel Hilbert space of univariate functions with reproducing kernel $1+k$ into $L^2(Omega,mu)$ is compact. We provide a simple criterion for checking compactness of the embedding of a reproducing kernel Hilbert space with the kernel given by ${\displaystyle }$sum_{u in mathcal{U}} gamma_u �igotimes_{j in u}k,${\displaystyle }$ where $mathcalU=usubsetmathbbN:|u|<infty,$ and $(gamm{a}_u{)}_{uinmathcalU}$ is a sequence of non-negative numbers, into an appropriate $L^2$ space.

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